The Republic of Geektronica weblog covers how to alphabetize your Windows Start Menu:

Click Start -> Programs

Mouseover an item on the Programs list

Right-click or hit the context menu button (or Shift+F10)

Select "Sort by Name" on the context menu that appears

Being a compulsive alphabetizer, I do this without even thinking every time a new program installation sticks itself at the end of the menu. Any Microsofties out there? Feature request: An auto sort by name Start menu setting.